Estimation of prediction error in time series (Q6637896)
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scientific article; zbMATH DE number 7943935
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| default for all languages | No label defined |
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| English | Estimation of prediction error in time series |
scientific article; zbMATH DE number 7943935 |
Statements
Estimation of prediction error in time series (English)
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13 November 2024
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accumulated prediction error
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ARMA model
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cross-validation
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multi-step-ahead prediction
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multivariate time series
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nonparametric autoregressive process
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univariate time series
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